The significant excess of the price of risk, research question in the version paper, [S. Chule, in Applied Mathematical … Finance, submitted June 2016], is space-domain form re-evaluated into the stochastic problem objective of the premium risk …. The adapts of the conventional generic replication method for the volatility risk is dissipative on the structure of the …

Financial volatility risk is addressed through a multiple round evolutionary quantum game equilibrium leading to … Multifractal Self-Organized Criticality (MSOC) in the financial returns and in the risk dynamics. The model is simulated and the …

demonstrate that market makers (MMs) adjust their quotes to reduce inventory risk and adverse selection costs. Moreover, robust … averse MM are found to generalize those of a risk averse MM, and coincide in a limiting case …

the risk loading of the premium required for the risk decreases tending to zero. This is true as long as the risks are … completely independent. However, when introducing in addition a biased die played by a crooked croupier, a non-diversifiable risk … study analytically three cases of introducing the non-diversifiable risk. For each of them, the behavior of the risk loading …